The rate of convergence for sparse and low-rank quantile trace regression.
Xiangyong TanLing PengPeiwen XiaoQing LiuXiaohui LiuPublished in: J. Complex. (2023)
Keyphrases
- regression model
- convergence speed
- number of iterations required
- polynomial regression
- convergence rate
- gaussian process regression
- locally weighted
- regression analysis
- iterative algorithms
- sampling rate
- partial least squares
- database
- canonical correlation analysis
- gaussian processes
- regression algorithm
- ridge regression
- support vector regression
- probabilistic model
- training data